-96.3%
PLUG vs MKTX
+1,446.2%
-1,542.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | +3.3% | +1.1% | +2.3% | +3.0% |
| 3M | -39.7% | +36.1% | -75.8% | -46.2% |
| 6M | -12.5% | -12.9% | +0.4% | -9.9% |
| YTD | +10.2% | -8.5% | +18.7% | +11.2% |
| 1Y | +50.7% | -7.5% | +58.2% | +50.2% |
| 3Y | -74.5% | -28.3% | -46.2% | -73.4% |
| 5Y | -91.8% | -63.3% | -28.5% | -89.2% |
| 10Y | +43.7% | +4.5% | +39.2% | +26.8% |
| All | -96.3% | +1,446.2% | -1,542.5% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MKTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling